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Which interest rate scenario is the worst one for a bank? : evidence from a tracking bank approach for German savings and cooperative banks
Memmel, Christoph - In: International journal of banking, accounting and finance 1 (2008) 1, pp. 85-104
Persistent link: https://www.econbiz.de/10009888592
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A general approach to Bayesian portfolio optimization
Bade, Alexander; Frahm, Gabriel; Jaekel, Uwe - In: Mathematical methods of operations research 70 (2009) 2, pp. 337-356
Persistent link: https://www.econbiz.de/10008325659
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Multiple tests for the performance of different investment strategies
Frahm, Gabriel; Wickern, Tobias; Wiechers, Christof - In: Wirtschafts- und sozialstatistisches Archiv : ASTA ; … 96 (2012) 3, pp. 343-384
Persistent link: https://www.econbiz.de/10009995226
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Parameterschätzungen in der Portfoliotheorie: Ein analytischer und simulationsgestützter Vergleich
Kempf, Alexander; Memmel, Christoph - In: Die Betriebswirtschaft : DBW 63 (2003) 5, pp. 516-531
Persistent link: https://www.econbiz.de/10006820239
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RESEARCH PAPERS - Time dynamic and hierarchical dependence modeling of a supervisory portfolio of banks: A multivariate nonparametric approach
Gaisser, Sandra; Memmel, Christoph; Schmidt, Rafael; … - In: Journal of risk 14 (2011) 1, pp. 3-41
Persistent link: https://www.econbiz.de/10009343261
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Bank management of the net interest margin : new measures
Memmel, Christoph; Schertler, Andrea - In: Financial markets and portfolio management 27 (2013) 3, pp. 275-297
Persistent link: https://www.econbiz.de/10010179928
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Supervisor's portfolio : the market price risk of German banks from 2001 to 2004 ; analysis and models for risk aggregation
Memmel, Christoph; Wehn, Carsten S. - In: Journal of banking regulation 7 (2006) 3/4, pp. 310-325
Persistent link: https://www.econbiz.de/10009928718
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Are banks using hidden reserves to beat earnings benchmarks? Evidence from Germany
Bornemann, Sven; Kick, Thomas; Memmel, Christoph; … - In: Journal of banking & finance 36 (2012) 8, pp. 2403-2416
Persistent link: https://www.econbiz.de/10009983759
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Contagion in the interbank market with stochastic loss given default
Memmel, Christoph; Sachs, Angelika; Stein, Ingrid - In: International journal of central banking : IJCB 8 (2012) 3, pp. 177-206
Persistent link: https://www.econbiz.de/10010039242
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The Dependency of the Banks' Assets and Liabilities: Evidence from Germany
Memmel, Christoph; Schertler, Andrea - In: European financial management : the journal of the … 18 (2012) 4, pp. 602-620
Persistent link: https://www.econbiz.de/10010012894